%0 Journal Article %A Ailliot, Pierre %A Pène, Françoise %T Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models %J ESAIM: Probability and Statistics %D 2015 %P 268-292 %V 19 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps/2014024/ %R 10.1051/ps/2014024 %G en %F PS_2015__19__268_0